fix(okx): 修复网格交易成交日志记录问题

Administrator

5 days ago e45e705c22df5bc979e72db6014dd1ff9637be42

 src/main/java/com/xcong/excoin/modules/okxApi/OkxGridTradeService.java

@@ -288,21 +288,19 @@
                        .entryOrderId(orderId)
                        .build();
                config.setBaseLongTraderParam(baseLongTp);
                baseLongOpened = true;
            }, null);
            executor.openShort(size, (orderId) -> {
                TraderParam baseShortTp = TraderParam.builder()
                        .entryOrderId(orderId)
                        .build();
                config.setBaseShortTraderParam(baseShortTp);
                baseShortOpened = true;
            }, null);
            return;
        }

        // OPENING 状态下若 WS 仓位已确认但 REST 回调尚未完成，等标记价格推送时重试队列生成
        if (state == StrategyState.OPENING &&
                baseLongOpened && baseShortOpened) {
            tryGenerateQueues();
        }


        if (state == StrategyState.ACTIVE &&
                !longActive &&
@@ -333,20 +331,19 @@
        boolean isLong = (direction == TraderParam.Direction.LONG);

        if (state == StrategyState.OPENING) {
            if (isLong && hasPosition && !baseLongOpened) {
            // 基底成交通知仅记录价格/数量，flag 在 REST 回调中设置
            if (isLong && hasPosition) {
                longActive = true;
                longPositionSize = size;
                longEntryPrice = entryPrice;
                longBaseEntryPrice = entryPrice;
                baseLongOpened = true;
                log.info("[OKX] 基底多成交价: {}", longBaseEntryPrice);
                tryGenerateQueues();
            } else if (!isLong && hasPosition && !baseShortOpened) {
            } else if (!isLong && hasPosition) {
                shortActive = true;
                shortPositionSize = size.abs();
                shortEntryPrice = entryPrice;
                shortBaseEntryPrice = entryPrice;
                baseShortOpened = true;
                log.info("[OKX] 基底空成交价: {}", shortBaseEntryPrice);
                tryGenerateQueues();
            }
@@ -416,7 +413,7 @@
    // ---- 自动订单（条件单）状态变更回调 ----

    /**
     * 自动订单状态变更回调。由 OrderAlgoOkxChannelHandler 调用。
     * 自动订单状态变更回调。由 OrdersOkxChannelHandler 调用。
     */
    public void onAutoOrder(String orderId, String status, String reason, String orderType, String tradeId) {
        if (state == StrategyState.STOPPED) {
@@ -470,7 +467,8 @@
                int posSize = queryPositionSize(OkxPosMode.SHORT);
                extendShortStopLoss(posSize, shortGridElement.getId());
                accumulatedShortLossCount = 0;
                log.info("[OKX] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
                log.info("[OKX] 空单成交 gridId:{}, 成交{}张, 当前持仓:{}张",
                        shortGridElement.getId(), filledQty, posSize);

                BigDecimal shortBaseQty = new BigDecimal(config.getBaseQuantity());
                BigDecimal shortGridQty = new BigDecimal(config.getQuantity());
@@ -510,7 +508,8 @@
                int posSize = queryPositionSize(OkxPosMode.LONG);
                extendLongStopLoss(posSize, longGridElement.getId());
                accumulatedLongLossCount = 0;
                log.info("[OKX] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
                log.info("[OKX] 多单成交 gridId:{}, 成交{}张, 当前持仓:{}张",
                        longGridElement.getId(), filledQty, posSize);

                BigDecimal longBaseQty = new BigDecimal(config.getBaseQuantity());
                BigDecimal longGridQty = new BigDecimal(config.getQuantity());
@@ -595,7 +594,8 @@
    // ---- 网格队列处理 ----

    private void tryGenerateQueues() {
        if (baseLongOpened && baseShortOpened) {
        // OPENING 状态下若 WS 仓位已确认但 REST 回调尚未完成，等标记价格推送时重试队列生成
        if (state == StrategyState.OPENING && baseLongOpened && baseShortOpened) {
            // 确保 openLong/openShort 的 REST 回调已完成（WS 推送可能比回调更快到达）
            if (config.getBaseLongTraderParam() == null || config.getBaseShortTraderParam() == null) {
                log.warn("[OKX] 基底REST回调尚未完成, 延后队列生成");
@@ -613,24 +613,6 @@
            TraderParam baseShortTraderParam = config.getBaseShortTraderParam();
            baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId());
            baseGridElement.setHasShortOrder(true);

            // 挂基座止盈
            {
                BigDecimal tpPrice = baseGridElement.getGridPrice().add(config.getStep());
                executor.placeTakeProfit(tpPrice, "close_long", config.getBaseQuantity(),
                        profitId -> {
                            longTakeProfitTraderIdParam(baseGridElement, profitId, true);
                            log.info("[OKX] 基座多仓止盈已挂, gridId:0, 触发价:{}, tpId:{}", tpPrice, profitId);
                        });
            }
            {
                BigDecimal tpPrice = baseGridElement.getGridPrice().subtract(config.getStep());
                executor.placeTakeProfit(tpPrice, "close_short", config.getBaseQuantity(),
                        profitId -> {
                            shortTakeProfitTraderIdParam(baseGridElement, profitId, true);
                            log.info("[OKX] 基座空仓止盈已挂, gridId:0, 触发价:{}, tpId:{}", tpPrice, profitId);
                        });
            }

            // 挂初始止损
            int stopCount = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
@@ -663,20 +645,6 @@
                        });
            }
            log.info("[OKX] 止损单已全部挂完, 空仓止损: 2~{}, 多仓止损: -2~-{}", stopCount, stopCount);

            // 挂初始条件开仓单
            GridElement longFirst = GridElement.findById(1);
            if (longFirst != null && !longFirst.isHasLongOrder()) {
                BigDecimal triggerPrice = longFirst.getGridPrice();
                log.info("[OKX] 挂初始多仓条件单, gridId:1, trigger:{}", triggerPrice);
                placeEntryOrderWithPreFlag(longFirst, true, triggerPrice, config.getBaseQuantity());
            }
            GridElement shortFirst = GridElement.findById(-1);
            if (shortFirst != null && !shortFirst.isHasShortOrder()) {
                BigDecimal triggerPrice = shortFirst.getGridPrice();
                log.info("[OKX] 挂初始空仓条件单, gridId:-1, trigger:{}", triggerPrice);
                placeEntryOrderWithPreFlag(shortFirst, false, triggerPrice, negate(config.getBaseQuantity()));
            }

            state = StrategyState.ACTIVE;
        }